-16.6%
SLB vs CCI
+51.6%
-68.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -3.7% | +0.9% | -4.6% | -4.0% |
| 30D | +2.9% | +10.3% | -7.4% | +0.5% |
| 3M | +0.2% | +17.9% | -17.7% | -3.9% |
| 6M | -4.4% | -0.5% | -4.0% | -4.9% |
| YTD | +33.4% | +2.7% | +30.7% | +31.1% |
| 1Y | +40.8% | +3.1% | +37.6% | +38.2% |
| 3Y | +3.2% | +8.0% | -4.8% | -2.3% |
| 5Y | +64.8% | -37.8% | +102.6% | +80.0% |
| 10Y | -16.6% | +56.5% | -73.1% | -21.0% |
| All | -16.6% | +51.6% | -68.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling